CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1196 |
1.1153 |
-0.0043 |
-0.4% |
1.1002 |
High |
1.1231 |
1.1165 |
-0.0066 |
-0.6% |
1.1253 |
Low |
1.1144 |
1.1109 |
-0.0035 |
-0.3% |
1.0973 |
Close |
1.1164 |
1.1125 |
-0.0039 |
-0.3% |
1.1164 |
Range |
0.0087 |
0.0056 |
-0.0031 |
-35.6% |
0.0280 |
ATR |
0.0104 |
0.0100 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
246 |
186 |
-60 |
-24.4% |
666 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1301 |
1.1269 |
1.1156 |
|
R3 |
1.1245 |
1.1213 |
1.1140 |
|
R2 |
1.1189 |
1.1189 |
1.1135 |
|
R1 |
1.1157 |
1.1157 |
1.1130 |
1.1145 |
PP |
1.1133 |
1.1133 |
1.1133 |
1.1127 |
S1 |
1.1101 |
1.1101 |
1.1120 |
1.1089 |
S2 |
1.1077 |
1.1077 |
1.1115 |
|
S3 |
1.1021 |
1.1045 |
1.1110 |
|
S4 |
1.0965 |
1.0989 |
1.1094 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1970 |
1.1847 |
1.1318 |
|
R3 |
1.1690 |
1.1567 |
1.1241 |
|
R2 |
1.1410 |
1.1410 |
1.1215 |
|
R1 |
1.1287 |
1.1287 |
1.1190 |
1.1349 |
PP |
1.1130 |
1.1130 |
1.1130 |
1.1161 |
S1 |
1.1007 |
1.1007 |
1.1138 |
1.1069 |
S2 |
1.0850 |
1.0850 |
1.1113 |
|
S3 |
1.0570 |
1.0727 |
1.1087 |
|
S4 |
1.0290 |
1.0447 |
1.1010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1403 |
2.618 |
1.1312 |
1.618 |
1.1256 |
1.000 |
1.1221 |
0.618 |
1.1200 |
HIGH |
1.1165 |
0.618 |
1.1144 |
0.500 |
1.1137 |
0.382 |
1.1130 |
LOW |
1.1109 |
0.618 |
1.1074 |
1.000 |
1.1053 |
1.618 |
1.1018 |
2.618 |
1.0962 |
4.250 |
1.0871 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1137 |
1.1170 |
PP |
1.1133 |
1.1155 |
S1 |
1.1129 |
1.1140 |
|